%0 Book Section %B Advances in Economics and Econometrics. Theory and Applications, Nineth World Congress %D 2007 %T Variation, jumps and high frequency data in financial econometrics %A Barndorff-Nielsen, Ole E. %A Neil Shephard %B Advances in Economics and Econometrics. Theory and Applications, Nineth World Congress %7 (edited by Richard Blundell, Persson Torsten and Whitney K Newey) %I Cambridge University Press %P 328-372 %G eng